Redwood Investment Management, LLC — 13F Portfolio

Redwood Investment Management, LLC is an SEC-registered investment adviser based in Sherman Oaks, California. The firm operates as an ETF specialist and tactical asset-allocation manager, delivering rules-based, risk-managed strategies to financial advisors, model platforms, retirement plans, and individual investors. Its offering typically includes separately managed accounts, model-delivery portfolios, and roles as adviser or subadviser to mutual funds and exchange-traded funds that implement its tactical and managed-volatility approaches. Redwood Investment Management, LLC reports as an institutional investment manager under CIK #0001717479. Its Form 13F filings aggregate the firm’s reportable long positions in U.S.-listed securities—predominantly ETFs, complemented by any individual equities—held across mandates where it exercises investment discretion. Because Redwood’s strategies are primarily implemented through listed funds and may also use derivatives or cash management tools that fall outside 13F reporting, the filings provide a detailed view of the ETF and equity layer but not of any non-reportable instruments. When sequenced into a 13F History, these disclosures form a coherent, regulator-defined record of how Redwood has implemented its U.S.-listed exposures over time.

Redwood Investment Management, LLC is best characterized as a rules-based, tactical ETF strategist with a strong emphasis on risk management and drawdown mitigation. Rather than building portfolios from large numbers of single-name stocks, Redwood uses ETFs and other listed funds as building blocks, allocating dynamically among growth-oriented and defensive exposures in response to quantitative signals. Core elements of the process typically include: - Trend and momentum indicators to determine when to emphasize risk-on assets (equities, credit, growth factors) versus risk-off assets (Treasuries, cash-equivalents, low-volatility sleeves). - Volatility and correlation measures to target a desired risk budget and reduce exposure when market conditions deteriorate. - A multi-asset toolkit of U.S. and international equity ETFs, sector and factor funds, fixed income ETFs, and, in some strategies, alternative or inflation-sensitive vehicles. Within the U.S. equity universe captured by 13F, this translates into portfolios dominated by: - Broad U.S. equity ETFs (e.g., large-cap core, all-cap, or style-specific mandates). - Sector and factor ETFs (technology, quality, momentum, low volatility, dividends) used to introduce specific tilts. - Fixed income and defensive ETFs that can be scaled up when the firm’s models indicate elevated downside risk. The result is a dynamic, benchmark-aware but not benchmark-hugging approach, where overall equity exposure and factor tilts can shift meaningfully over time. Turnover is moderate to high relative to traditional strategic asset allocators, reflecting periodic rebalancing as quantitative signals update, but remains grounded in systematic rules rather than discretionary trading. For allocators reviewing public data, Redwood’s filings can be used to map its 13F Portfolio Composition over time—by ETF category, sector proxy, and approximate risk-on versus risk-off posture—offering concrete evidence of how the firm has expressed its tactical and managed-volatility philosophy in listed U.S. instruments.

Viewed through its filings under CIK #0001717479, Redwood Investment Management, LLC presents as a California-based ETF strategist delivering rules-based, tactical and managed-volatility solutions across mutual funds, ETFs, and separate accounts. The 13F record confirms this profile: portfolios dominated by ETFs, multi-asset and multi-sector exposures, and allocation patterns that shift over time with market conditions rather than adhering to a static benchmark mix. For institutional allocators and oversight teams, organizing Redwood’s disclosures into a structured 13F History and analyzing them via a Portfolio Simulator enables a disciplined review of implementation. Patterns in 13F Portfolio Composition—such as the proportion allocated to equities versus defensive ETFs at different points in the cycle—combined with a reconstructed Volatility Profile, Historical Track Record, and implied Sharpe Ratio, provide a quantitative view of how the firm’s risk-managed approach has interacted with past market regimes. Because 13F-based analysis focuses solely on the U.S.-listed ETF and equity subset of Redwood’s activity and does not capture any derivatives, intra-quarter changes, or off-13F holdings, it is best used as a secondary, holdings-based diagnostic alongside strategy documents, fund prospectuses, and direct manager dialogue. As equity, rate, and factor regimes continue to evolve, a central question for allocators is how Redwood Investment Management, LLC’s tactical, ETF-centric implementation will respond to future shifts in volatility and market leadership—and how that regime sensitivity should inform its role within a diversified, multi-manager allocation.

Redwood Investment Management, LLC’s strategies are explicitly designed to shape the path of capital, aiming to participate in equity-market advances while seeking to reduce large drawdowns. At the product level, that typically means accepting some tracking error and potential lag in sharp risk-on surges in exchange for attempting to mitigate severe downside periods. Within the 13F-reportable sleeve, risk characteristics reflect this mandate: - Dynamic equity beta – Aggregate exposure to U.S. equities can vary materially over time as the firm’s models adjust allocations between growth-oriented ETFs and defensive or fixed income vehicles. - Factor and sector tilts – Use of style and sector ETFs introduces changing exposures to growth versus value, quality versus cyclicals, and specific industries, which can drive relative behavior during factor-rotation regimes. - Path-focused risk management – The presence of defensive ETFs and the ability to raise cash-like or bond exposure is intended to moderate peak-to-trough losses, though the degree of mitigation depends on signal responsiveness and market conditions. From a holdings-based perspective, a long-only reconstruction of Redwood’s U.S.-listed exposures will generally show lower structural concentration risk than single-stock managers—because most exposure is via diversified ETFs—but higher regime variability than static 60/40 or cap-weighted index portfolios, given the tactical shifts in asset mix. Using historical 13F data, allocators can approximate the firm’s Volatility Profile by mapping reported ETF and equity positions to their price histories and replaying the portfolios through time. When those reconstructed allocations are run through a Portfolio Simulator or Backtesting Service—normalized to a user-defined starting notional—they yield an indicative Historical Track Record for the reportable sleeve. From that capital trajectory, one can evaluate: - How quickly and to what extent allocations de-risked during major equity selloffs. - Participation levels in subsequent recoveries. - The trade-off between reduced drawdown depth and any lag during rapid risk-on phases. These analytics can also support estimation of an implied Sharpe Ratio for the U.S.-listed sleeve, summarizing risk-adjusted outcomes for the visible component of Redwood’s strategies. Because some portfolios may employ derivatives, cash, or non-13F assets, such reconstructions should be treated as approximations of the ETF and equity layer rather than a full representation of all underlying risk exposures.